-26.3%
EW vs WAB
+222.7%
-249.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | +1.0% | -4.4% | +5.5% | +2.3% |
| 3M | +2.8% | +7.9% | -5.1% | 0.0% |
| 6M | +5.5% | +8.7% | -3.2% | +2.1% |
| YTD | +5.5% | +33.0% | -27.5% | -4.0% |
| 1Y | +11.0% | +46.7% | -35.6% | -2.0% |
| 3Y | +17.7% | +153.0% | -135.3% | -18.1% |
| All | -26.3% | +222.7% | -249.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling